-46.1%
VFC vs IWD
+212.1%
-258.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | -0.4% |
| 7D | +7.7% | +1.3% | +6.4% | +5.7% |
| 30D | +39.2% | +3.6% | +35.6% | +32.2% |
| 3M | +40.3% | +2.3% | +37.9% | +35.8% |
| 6M | +11.4% | +13.0% | -1.7% | -6.7% |
| YTD | +17.5% | +26.2% | -8.7% | -15.8% |
| 1Y | +45.9% | +30.5% | +15.4% | 0.0% |
| 3Y | +47.3% | +86.2% | -38.9% | -33.4% |
| 5Y | -67.2% | +72.9% | -140.1% | -83.2% |
| 10Y | -46.1% | +205.0% | -251.1% | -85.2% |
| All | -46.1% | +212.1% | -258.2% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling